Animation Montage not playing after being created from a Animation Sequence

I was watching a video on YouTube about how you can create an Animation Montage from your animations. In the video it showed how you can simply do this: Right click animation -> Create -> Create AnimMontage and use the newly created file with Play Montage (I want to use this one, and not Play Anim Montage as I need that extra control On Completed, On Interrupted).

And so I tried that with one of the Paragons, I created the file added inside the function, but when I press the input key, the montage doesn’t get played. As a test I switched that to one that was already made LevelStart_Montage, and with that when I press the key the montage is playing. I tried to create a montage with a different animation, and the same, it isn’t playing.

Is there something different with the Paragons, or do I need to do something else for them to work, and not just simply create → play?

I’m using UE 5.1.1.

I duplicated the LevelStart_Montage, and then inside it I added the animation I wanted, removed the existing one, and using this montage it is now working.

For me this is a solution as I don’t plan to learn everything about animations, but if you do, then you should look more deeply about this, and what is causing the issue.